The first-passage times of phase semi-Markov processes

DOI10.1016/J.SPL.2011.08.021MaRDI QIDQ654465zbMATH OpenOpenAlexFDO

Authors Xuan Zhang, Zhenting Hou

Publication date 28 December 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.08.021

zbMATH Keywords

generalized inversefundamental matrixphase semi-Markov process

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

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• scientific article; zbMATH DE number 1093829 (Why is no real title available?)
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• A fundamental matrix for regular semi-Markov processes
• Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching
• Finite Continuous Time Markov Chains
• First-passage-time moments of Markov processes
• Generalized inverses and their application to applied probability problems
• Markov Renewal Processes with Finitely Many States
• Markov chain models - rarity and exponentiality
• ON SEMI-MARKOV PROCESSES
• Regenerative stochastic processes
• Stochastic Stability of Ito Differential Equations With Semi-Markovian Jump Parameters

Cited in

(17)

• First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type
• Numerical approximation of probability mass functions via the inverse discrete Fourier transform
• The kth visit in semi-Markov processes
• Reduced-order adaptive sliding mode control for nonlinear switching semi-Markovian jump delayed systems
• Mean first passage times for piecewise deterministic Markov processes and the effects of critical points
• Determination of Laplace transforms for distribution of the first passage of zero level of the semi-Markov random process
• Comparing first-passage times for semi-Markov skip-free processes
• The crossing barrier of a non-homogeneous semi-Markov chain
• First passage moments of finite-state semi-Markov processes
• Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes
• First-passage-time moments of Markov processes
• When the ``bull meets the ``bear: A first passage time problem for a hidden Markov process
• First passage times and their algorithms for markov processes
• A fundamental matrix for regular semi-Markov processes
• Mode-dependent nonrational output feedback control for continuous-time semi-Markovian jump systems with time-varying delay
• First passage times and lumpability of semi-Markov processes
• Asymptotic Behavior of First Passage Probabilities in the Perturbed Non-homogeneous Semi-Markov Systems

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